+14.1%
ADP vs COPX
+168.3%
-154.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.0% |
| 7D | -5.7% | +6.0% | -11.6% | -5.5% |
| 30D | -3.1% | +6.4% | -9.5% | -2.9% |
| 3M | +15.6% | +19.3% | -3.7% | +16.2% |
| 6M | +20.8% | +16.2% | +4.6% | +21.5% |
| YTD | +4.7% | +33.2% | -28.4% | +3.6% |
| 1Y | -8.3% | +90.2% | -98.5% | -12.5% |
| All | +14.1% | +168.3% | -154.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling